Limit Theorems for Local and Occupation Times of Random Walks and Brownian Motion on a Spider

被引：3

作者：

Csaki, Endre ^{[1
]}

Csorgo, Miklos ^{[2
]}

Foldes, Antonia ^{[3
]}

Revesz, Pal ^{[4
]}

机构：

[1] Hungarian Acad Sci, Alfred Renyi Inst Math, POB 127, H-1364 Budapest, Hungary

[2] Carleton Univ, Sch Math & Stat, 1125 Colonel By Dr, Ottawa, ON K1S 5B6, Canada

[3] CUNY Coll Staten Isl, Dept Math, 2800 Victory Blvd, Staten Isl, NY 10314 USA

[4] Tech Univ Wien, Inst Stat & Wahrscheinlichkeitstheorie, Wiedner Hauptstr 8-10-107, A-1040 Vienna, Austria

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2019年 / 32卷 / 01期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Spider; Random walk; Local time; Occupation time; Brownian motion; ITERATED LOGARITHM; APPROXIMATIONS; LAW;

D O I：

10.1007/s10959-017-0788-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A simple random walk and a Brownian motion are considered on a spider that is a collection of half lines (we call them legs) joined at the origin. We give a strong approximation of these two objects and their local times. For fixed number of legs, we establish limit theorems for n-step local and occupation times.

引用

页码：330 / 352

页数：23

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